+22.7%
USB vs RMBS
+187.9%
-165.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.9% | +13.8% | -0.1% |
| 7D | -1.5% | -23.4% | +22.0% | +1.7% |
| 30D | +4.3% | -38.9% | +43.2% | +10.6% |
| 3M | -6.1% | -28.4% | +22.3% | -2.8% |
| 6M | +9.4% | -40.9% | +50.3% | +14.1% |
| YTD | +15.2% | -24.2% | +39.3% | +12.1% |
| 1Y | +32.8% | -35.8% | +68.6% | +32.5% |
| 3Y | +91.3% | +20.0% | +71.3% | +59.6% |
| 5Y | +22.7% | +190.3% | -167.7% | -19.8% |
| All | +22.7% | +187.9% | -165.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling